+209.1%
ASTS vs AR
+1,343.7%
-1,134.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -14.9% |
| 7D | -29.9% | -11.7% | -18.2% | -28.8% |
| 30D | -52.2% | +1.8% | -54.0% | -52.3% |
| 3M | -55.8% | +6.0% | -61.8% | -56.3% |
| 6M | -52.7% | -7.0% | -45.7% | -52.6% |
| YTD | -58.4% | +5.6% | -64.0% | -59.2% |
| 1Y | -57.1% | +10.8% | -67.9% | -58.1% |
| 3Y | +629.5% | +19.3% | +610.2% | +602.5% |
| 5Y | +147.7% | +73.3% | +74.4% | +136.0% |
| All | +209.1% | +1,343.7% | -1,134.5% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling